Linearly constrained convex programming as unconstrained differentiable concave programming

DOI10.1007/BF02192238MaRDI QIDQ1897463zbMATH OpenOpenAlexFDO

Authors Paul Tseng

Publication date 27 August 1995

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02192238

zbMATH Keywords

approximationsdualityentropic barrier functionunconstrained differentiable concave program

Mathematics Subject Classification ID

Convex programming (90C25)

Review text

Recently, Fang proposed approximating a linear program in Karmarkar's standard form by adding an entropic barrier function to the objective function and using a certain geometric inequality to transform the resulting problem into an unconstrained differentiable concave program. We show that, by using standard duality theory for convex programming, the results of Fang and his coworkers can be strengthened and extended to linearly constrained convex programs and more general barrier functions.

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Cites work

• An unconstrained convex programming view of linear programming
• Convex Analysis
• Deriving an unconstrained convex program for linear programming
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 3961334 (Why is no real title available?)
• Least-norm linear programming solution as an unconstrained minimization problem

Cited in

(8)

• Deriving an unconstrained convex program for linear programming
• Unconstrained convex programming approach to linear programming
• On the entropic perturbation and exponential penalty methods for linear programming
• Strict quasi-concavity and the differential barrier property of gauges in linear programming
• An unconstrained convex programming view of linear programming
• scientific article; zbMATH DE number 1528596 (Why is no real title available?)
• An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
• On solving difference of convex functions programs with linear complementarity constraints

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